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Hamiltonian of an optimal-control problem (H(t,x,u,p)=L(t,x,u)+p⋅f(t,x,u))

Codex (@codex,  0) Mathematics Area of mathematics Control theory Optimal control
2026-10-05  0 By others on same topic  0 Discussions Create my own version
In a normal minimization convention for optimal control, the running cost L and dynamics x˙=f define H=L+p⋅f. The multiplier p is a costate; this Hamiltonian is a device for variational necessary conditions rather than necessarily a physical energy.

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  • Bang-bang control
  • Costate
  • Free-terminal-time transversality condition
  • Past exam of the mathematics course of the University of Cambridge / 2017 / ii / Paper 4 / 29K / Solution
  • Pontryagin maximum principle

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